+407.0%
AXP vs SNY
+76.4%
+330.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.1% | +2.8% | -2.9% | -1.1% |
| 30D | +4.4% | +21.6% | -17.2% | -2.5% |
| 3M | -6.4% | +10.5% | -16.9% | -9.8% |
| 6M | +4.2% | +14.0% | -9.9% | -1.0% |
| YTD | -12.4% | +5.4% | -17.7% | -14.6% |
| 1Y | -11.1% | -2.5% | -8.7% | -10.9% |
| 3Y | +114.9% | +22.1% | +92.8% | +90.8% |
| 5Y | +87.4% | +18.0% | +69.4% | +61.6% |
| All | +407.0% | +76.4% | +330.6% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling